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Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics) by Wilfredo Palma is a nonfiction available to read on EtoBox.

What is Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics) about?

**A self-contained, contemporary treatment of the analysis of long-range dependent data Long-Memory Time Series: Theory and Methods provides an overview of the theory and methods developed to deal with long-range dependent data and describes the applications of these methodologies to real-life time series. Systematically organized, it begins with the foundational essentials, proceeds to the analysis of methodological aspects (Estimation Methods, Asymptotic Theory, Heteroskedastic Models, Transformations, Bayesian Methods, and Prediction), and then extends these techniques to more complex data structures. To facilitate understanding, the book: * Assumes a basic knowledge of calculus and linear algebra and explains the more advanced statistical and mathematical concepts * Features numerous examples that accelerate understanding and illustrate various consequences of the theoretical results * Proves all theoretical results (theorems, lemmas, corollaries, etc.) or refers readers to resources with further demonstration * Includes detailed analyses of computational aspects related to the implementation of the methodologies described, including algorithm efficiency, arithmetic complexit

Who reads Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)?

Author

Wilfredo Palma

Publisher

John Wiley & Sons, Incorporated

Published

2006

Language

EN

ISBN

9786610839315

Category

nonfiction

Subjects

Mathematics, Stem